Unity (the game engine, not Canonical's sorry excuse of an desktop environment) uses FBX internally to import meshes with all materials, etc. So it would make sense if DeleD could export to said format. The others Unity imports are dae (Collada) and obj. Obj doesn't save textures/mateerials, 100% sure of that and dunno about Collada.

There is no direct fbx export from DeleD, and (too bad) there wont be one coming either. The format 'fbx' is owned by Autodesk. And be honest, if mayor game engines use your format, you dont want to license the export possiblility to other 3d modeling programs, would you

So, direct FBX is only possible with autodesk software.
Now Unreal Engine 4 uses FBX the same way Unity does. And i have a very easy workflow.